| Texto completo | |
| Autor(es): |
Vilca, Filidor
;
Zeller, Camila Borelli
;
Balakrishnan, Narayanaswamy
Número total de Autores: 3
|
| Tipo de documento: | Artigo Científico |
| Fonte: | BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS; v. 37, n. 1, p. 29-pg., 2023-03-01. |
| Resumo | |
We develop here a multivariate generalization of Birnbaum- Saunders (BS) distribution based on the multivariate skew-normal distribu-tion. Some distributional characteristics and properties are presented, as well as a simple and efficient EM algorithm for the iterative computation of the maximum likelihood (ML) estimates of model parameters, through the hi-erarchical representation of the proposed model. The standard errors of the maximum likelihood estimates are calculated from the observed Fisher infor-mation matrix. Moreover, by using the tools, we present a log-linear regres-sion model, where the the ML estimates are once again obtained using an EM algorithm. Finally, simulation studies and two applications to real data sets are presented for illustrating the model and the inferential results devel-oped here. (AU) | |
| Processo FAPESP: | 22/06421-7 - Extensões da distribuição Birnbaum-Saunders multivariada e do associado modelos de regressão |
| Beneficiário: | Filidor Edilfonso Vilca Labra |
| Modalidade de apoio: | Bolsas no Exterior - Pesquisa |
| Processo FAPESP: | 20/16713-0 - Modelos de regressão paramétrico e semi-paramétrico sob a classe de distribuições misturas de escala skew-normal |
| Beneficiário: | Caio Lucidius Naberezny Azevedo |
| Modalidade de apoio: | Auxílio à Pesquisa - Regular |